+179.5%
VSH vs SAN
+329.5%
-150.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.3% |
| 7D | +3.5% | -0.5% | +4.0% | +3.7% |
| 30D | -4.4% | -0.1% | -4.3% | -4.4% |
| 3M | -45.8% | +19.6% | -65.5% | -50.6% |
| 6M | +90.1% | +32.7% | +57.5% | +63.9% |
| YTD | +120.3% | +26.7% | +93.6% | +93.0% |
| 1Y | +112.2% | +51.6% | +60.6% | +69.4% |
| 3Y | +36.6% | +348.7% | -312.2% | -38.7% |
| 5Y | +67.0% | +378.7% | -311.7% | -31.5% |
| 10Y | +179.5% | +336.9% | -157.5% | +8.9% |
| All | +179.5% | +329.5% | -150.1% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SAN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling